You will need to create an icon which is 16x16pixels and has 16 colours (4 bit)anything different and you will run into problems. To create your icons you need an icon editor. I seem to remember a while ago PCadvisor had such a utility on one of their disks, can not remember how long ago, however a reasonable trial editor can be found at click here
you could use a search engine or click here to search for other icon editors. When your icon is completed remember to save in icon format .ico , upload it to your webspace and enter the following code inbetween the <head></head> tags of your HTML.
<LINK REL="SHORTCUT ICON"HREF="click here">
of course you change the path to where you uploaded the icon.
It is also worth noting that these icons will only be displayed in certain browsers, and that if you or other people already have the page bookmarked then the icon may not show up or change in the favourites folders.
If you have any problems do not hesitate to post them